+22.5%
NXT vs S
+4.5%
+18.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.1% |
| 7D | +2.9% | -5.8% | +8.7% | +2.7% |
| 30D | -17.2% | -9.2% | -8.0% | -17.4% |
| 3M | -32.0% | +23.4% | -55.4% | -30.4% |
| 6M | -15.8% | +36.9% | -52.7% | -13.4% |
| YTD | -1.9% | +29.5% | -31.4% | +2.0% |
| 1Y | +22.5% | +5.4% | +17.1% | +39.9% |
| All | +22.5% | +4.5% | +18.0% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling